5 citations · 15 across the 17 of their papers we have counts for
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stat.ME2020★ 5 cited
Estimation of copulas via Maximum Mean Discrepancy
Pierre Alquier, Badr-Eddine Chérief-Abdellatif, Alexis Derumigny +1
This paper deals with robust inference for parametric copula models. Estimation using Canonical Maximum Likelihood might be unstable, especially in the presence of outliers. We pro…
stat.ME2020
Testing for equality between conditional copulas given discretized conditioning events
Alexis Derumigny, Jean-David Fermanian, Aleksey Min
Several procedures have been recently proposed to test the simplifying assumption for conditional copulas. Instead of considering pointwise conditioning events, we study the consta…